If you are on a Free account, first go to Subscriptions and upgrade it to a Pay-as-you-go plan. Don't worry, you will get to keep any free credits you have. Azure's interface is a bit slow so this will take a minute.

⚠️ Make sure to not include any support plan because they will charge you monthly!

⚠️ This is important for Virtual Desktop to work. I tried Windows Server in multiple different configurations and it just wouldn't work.

Under Size, pick an NV6 image. I was able to use the Standard_NV6_Promo size, which is much cheaper. If an option is grayed out, hover the little i to see why. You may need to increase the size of the VM size column to see it.

Enter the Username and Password that you'll use to log into Windows (and Remote Desktop).

Under Select inbound ports, enable RDP because you'll need it to connect to the machine.

Go to the Next step and add an SSD disk. I added a 128 GB one, which was enough for my needs. Note that over time storage can be the biggest cost of having a VM.

Now you can basically continue Next until you get to Review + create. You may want to enable Auto-shutdown under Management in case you forget to turn it off or fall asleep. You will be charged by the hour for a cloud computer.

Wait for it to be deployed!

Add the graphics card drivers to the Virtual Machine

First select the VM that you created

Under Settings in the VM sidebar, find the Extensions item and click it

Click Add to add an extension

Click NVIDIA GPU Driver Extension

Press Create and then OK

Wait for it to finish

Start up Microsoft Remote Desktop on a computer. If you're on a Mac, download it from the App Store.

Add a new Desktop. Use the Public IP that Azure shows you for your new VM. You can also press the Connect button in Azure which will generate an RDP configuration for you.

Check Connect to an admin session and if you want to, you can also add the User account (username and password from before) here so you don't have to enter them on connect.

Additional resources

Setting up your Oculus Quest

For this you will need to purchase and sideload Virtual Desktop on your Oculus Quest. This is a great app that will let you stream any computer desktop into a virtual space, and more importantly for this guide, also let you hook up SteamVR on that computer. The SteamVR integration is very impressive, as the computer will think you have an Oculus Rift S hooked up and will track head and hand controllers perfectly, and map buttons correctly.

Get Virtual Desktop on the Quest store.

(If you don't know what sideloading is, read the section after this one first.)

About Sideloading

The term "sideloading" means installing something from the side, that is something not from the official store. Developers use this to test their unreleased apps, and it's also a way for more adventurous people out there to install apps that haven't made their way onto the store for various reasons.

For sideloading you will use SideQuest. It's best you follow their guide for setting up your Oculus Quest. Once you've done that you can come back to this guide.